BNP Paribas Put 92 HEI 20.12.2024
/ DE000PC2YD38
BNP Paribas Put 92 HEI 20.12.2024/ DE000PC2YD38 /
| 31/05/2024 14:50:19 |
Chg.-0.030 |
Bid31/05/2024 |
Ask31/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-5.66% |
0.500
Bid Size: 66,000 |
0.510
Ask Size: 66,000 |
HEIDELBERG MATERIALS... |
92.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
PC2YD3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
92.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
-0.47 |
| Time value: |
0.54 |
| Break-even: |
86.60 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
3.85% |
| Delta: |
-0.33 |
| Theta: |
-0.02 |
| Omega: |
-5.98 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.490 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.28% |
| 1 Month |
|
|
-31.51% |
| 3 Months |
|
|
-43.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.430 |
| 1M High / 1M Low: |
0.730 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.552 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
